Epstein Files Search

EFTA01084347Dataset 9

2012-04-1011p1,783w

…Portfolio April 2012 Constant Prepayment Rate Agency Asset Class CPR 1.5 Prior Quarters Current Months 193 10.1 116 14.5 15 1 15 10 10 9.9 S 4,9 / d eeee is;'' is) 194 0 et m F o se op ARMs itytrkb 10 Year Pan 15 Year Pan. 20Year Pass- Portkgo Aerate se Through‘ Through Through; ARMOUR expenses premium amortization monthly as it occurs. Constant Prepayment Rate ("CPR") is the annualized equivalent of single monthly mortality…

https://www.justice.gov/epstein/files/DataSet%209/EFTA01084347.pdf

EFTA01462192Dataset 10

1p626w

…CADR stands for "Constant Annual Default Rate." The principal amount of defaulted obligations in any quarterly collection period is assumed to equal one-fourth of the stated CADR multiplied by the beginning balance of collateral. k) CPR stands for "Constant Prepayment Rate." The principal amount of prepayments in any quarterly collection period is assumed to equal one-fourth of the stated CPR multiplied by the ending balance of collateral (without regard to such prepayments). I) CPR of floating-rate collateral…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462192.pdf

EFTA01479719Dataset 10

2014-02-0739p4,108w

…CADR stands for "Constant Annual Default Rate." The principal amount of defaulted obligations in any quarterly collection period is assumed to equal one-fourth of the stated CADR multiplied by the beginning balance of collateral. k) CPR stands for "Constant Prepayment Rate." The principal amount of prepayments in any quarterly collection period is assumed to equal one- fourth of the stated CPR multiplied by the ending balance of collateral (without regard to such prepayments). l) CPR of floating-rate collateral…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01479719.pdf

EFTA02698862Dataset 11

2012-04-1011p1,856w

…Portfolio April 2012 Constant Prepayment Rate Agency Asset Class CPR 25 Prior Quarters Current Months in 10 20 I 1,6 14.5 15 15 114 151 I1 10 11.6 8.6 99 5 5 3.9 0 re -CP & 0 49 & If &%es 0 Nes / CP 5(4 / 6r4 0 ARAM& Hytrds 10 Yew Pau. 15Yeas Pan 30 'Oar Pat. Portfolio Ave-rage threughi Through% ItsioughT ARMOUR expenses premium amortization monthly as it occurs. Constant Prepayment Rate ("CPR…

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02698862.pdf